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Envelope Theorems for Multistage Linear Stochastic Optimization.

Gonçalo TerçaDavid Wozabal
Published in: Oper. Res. (2021)
Keyphrases
  • multistage
  • stochastic optimization
  • single stage
  • dynamic programming
  • production system
  • stochastic programming
  • lot sizing
  • multistage stochastic
  • lower bound
  • case based reasoning